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Module probability

Module probability 

Source

Functions§

binomial_coefficient_f64
erfcx_nonnegative
log1mexp_positive
Computes log(1 - exp(-a)) for a >= 0 without cancellation.
normal_cdf
Standard normal CDF Φ(x) evaluated via the exact special-function identity
normal_logcdf
normal_logsf
normal_pdf
Standard normal PDF φ(x).
signed_log_sum_exp
Computes log|sum_j signs[j] * exp(log_mags[j])| and the resulting sign.
signed_probit_logcdf_and_mills_ratio
stable_polynomial_times_exp_neg
standard_normal_quantile
Standard normal quantile Φ⁻¹(p) using Acklam’s rational approximation.
try_inverse_link_array
Inverse-link transform per likelihood family.